Recruiting through headhunter vs reaching out direct

I was recently hit up by a executive search firm for a entry level PE role which sounded interesting. It turns out that the head of the group is a former member of my consulting firm, and while I didn't know them, they have an active database in my firm's alumni portal with an email and bio. Would it be wrong to reach out directly to that head to learn more and introduce myself given the connection? I don't want it to look bad that I'm going around the search firm, but would like to connect and don't want to solely rely on the search firm.

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